This extension of a buy-side desk model brings access to a skilled trading team that is solely focused on best timing and outcomes. To achieve this, our proprietary O’Neil Methodology allows us to identify and monitor key inflection points where single stocks, indices, and ETFs are progressing out of well-defined periods of buyer-seller equilibrium and are about to embark on a new up/down trend.
All the while, we provide real-time trading consultancy to help in the timing of rolls, strike optimization, volume capture strategies, delta hedging, and stock replacement strategies. With over 60 years’ experience on the buy-side and sell-side, our traders will own the order alongside you and stay in contact throughout the duration of your holdings to assist in strategizing for maximum gains. In options trading this provides a significant edge that is unique to O’Neil, our clients consistently say that no one else on the Street is doing what we are doing. Our aim is uncomplicated, we collaborate with our clients to assist them in generating outsized returns.
Drawing on proprietary market signals and decades of derivatives leadership,
Ali Agboatwalla, Robert Gregorio, and Mark Serafini translate evolving market conditions into high-conviction option structures that seek to capture directional shifts with precision and scale.
Robert Gregorio,
Managing Director
Robert specializes in equity derivatives trading, risk facilitation, and structured strategies for institutional clients, bringing a proven ability to deliver tailored solutions and exceed revenue goals.
Mark Serafini,
Equity Derivatives Strategist
Mark focuses on leveraging the firm’s focus list and watch list ideas to develop actionable options strategies that enhance risk management and alpha generation for institutional clients.
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Combines OM’s precise timing with bespoke derivative ideas to deliver institutional-grade performance and out sized return potential.
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Volume & open interest, option chain, and fundamental/technical analysis.
IV vs. RV, mean reversion, skew, and post-event/earnings IV crush.
Index vs. heavy-weight pair trades using correlation z-scores and IV–RV spreads.
Policy winners/losers, sector earnings momentum, and
multiple rerating.
Ratio trades driven by intraday momentum, VWAP, OI trends, and moving averages.
Deal activity, spreads, regulatory outcomes, and closure.
Relative value, dividends, corporate actions, index rebalances, and basis moves.
Optimal price and timing based on historical roll patterns and dividend adjustments.
